Vanguard U.S. Momentum Factor ETF (VFMO)
VFMO is an actively managed ETF by Vanguard. VFMO launched on Feb 13, 2018 and has a 0.13% expense ratio.
ETF Info
| ISIN | US9219355081 |
|---|---|
| CUSIP | 921935508 |
| Issuer | Vanguard |
| Inception Date | Feb 13, 2018 |
| Region | North America (U.S.) |
| Category | All Cap Equities |
| ETF Home Page | advisors.vanguard.com |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Growth |
Expense Ratio
The Vanguard U.S. Momentum Factor ETF features an expense ratio of 0.13%, falling within the medium range.
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in Vanguard U.S. Momentum Factor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Return
Vanguard U.S. Momentum Factor ETF had a return of 1.48% year-to-date (YTD) and 5.59% in the last 12 months. Over the past 10 years, Vanguard U.S. Momentum Factor ETF had an annualized return of 8.44%, while the S&P 500 had an annualized return of 8.92%, indicating that Vanguard U.S. Momentum Factor ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -1.18% | 0.33% |
| 6 months | 7.03% | 11.48% |
| Year-To-Date | 1.48% | 14.66% |
| 1 year | 5.59% | 16.16% |
| 5 years (annualized) | 7.19% | 8.51% |
| 10 years (annualized) | 8.44% | 8.92% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -2.34% | -2.58% | -0.97% | 0.43% | 8.59% | 3.22% | -3.45% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Momentum Factor ETF (VFMO) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VFMO Vanguard U.S. Momentum Factor ETF | 0.21 | ||||
^GSPC S&P 500 | 0.74 |
Dividend History
Vanguard U.S. Momentum Factor ETF granted a 1.61% dividend yield in the last twelve months. The annual payout for that period amounted to $1.85 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|
| Dividend | $1.85 | $1.97 | $1.07 | $0.51 | $1.06 | $0.48 |
Dividend yield | 1.61% | 1.73% | 0.82% | 0.46% | 1.27% | 0.73% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard U.S. Momentum Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | ||||
| 2022 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.56 |
| 2021 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.50 |
| 2020 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.19 |
| 2019 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.36 |
| 2018 | $0.17 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.18 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Vanguard U.S. Momentum Factor ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Vanguard U.S. Momentum Factor ETF is 36.77%, recorded on Mar 23, 2020. It took 90 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.77% | Feb 20, 2020 | 23 | Mar 23, 2020 | 90 | Jul 30, 2020 | 113 |
| -27.21% | Sep 5, 2018 | 77 | Dec 24, 2018 | 250 | Dec 20, 2019 | 327 |
| -25.8% | Nov 9, 2021 | 221 | Sep 26, 2022 | — | — | — |
| -11.06% | Feb 16, 2021 | 13 | Mar 4, 2021 | 111 | Aug 11, 2021 | 124 |
| -9.98% | Oct 14, 2020 | 13 | Oct 30, 2020 | 16 | Nov 23, 2020 | 29 |
Volatility Chart
The current Vanguard U.S. Momentum Factor ETF volatility is 4.53%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.